//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of banking & finance"
~source:"econis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Volatility"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
465
Volatilität
464
Theorie
164
Theory
164
Capital income
132
Kapitaleinkommen
132
Börsenkurs
115
Estimation
115
Share price
115
Schätzung
114
Stochastic process
80
Stochastischer Prozess
80
Option pricing theory
79
Optionspreistheorie
79
USA
78
United States
78
ARCH model
77
ARCH-Modell
77
Forecasting model
63
Prognoseverfahren
63
Time series analysis
58
Zeitreihenanalyse
58
Aktienmarkt
48
Portfolio selection
48
Portfolio-Management
48
Risikoprämie
48
Risk premium
48
Stock market
48
Option trading
44
Optionsgeschäft
44
Estimation theory
39
Schätztheorie
39
Welt
39
World
39
CAPM
34
Exchange rate
33
Wechselkurs
33
Derivat
30
Derivative
30
Ankündigungseffekt
29
more ...
less ...
Online availability
All
Undetermined
204
Free
3
Type of publication
All
Article
490
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
492
Aufsatz in Zeitschrift
492
Bibliografie enthalten
2
Bibliography included
2
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
492
Author
All
McAleer, Michael
13
Asai, Manabu
6
Maasoumi, Esfandiar
6
Skiadopoulos, George
6
Taylor, Stephen
5
Alexander, Carol
4
Cavaliere, Giuseppe
4
Clements, Adam
4
Jiang, George J.
4
Prokopczuk, Marcel
4
Taylor, Robert
4
Andreou, Panayiotis C.
3
Audrino, Francesco
3
Branger, Nicole
3
Cartea, Álvaro
3
Chang, Eric Chieh
3
Christiansen, Charlotte
3
Doran, James S.
3
Driessen, Joost
3
Faff, Robert W.
3
Kirby, Chris
3
Konstantinidi, Eirini
3
Koopman, Siem Jan
3
Li, Junye
3
Medeiros, Marcelo C.
3
Mele, Antonio
3
Peterson, David R.
3
Santucci de Magistris, Paolo
3
Teräsvirta, Timo
3
Wese Simen, Chardin
3
Aitken, Michael J.
2
Anatolyev, Stanislav
2
Baig, Ahmed S.
2
Baldeaux, Jan
2
Batten, Jonathan A.
2
Becker, Ralf
2
Bezemer, Dirk Johan
2
Blau, Benjamin
2
Bordignon, Silvano
2
Butt, Hassan A.
2
more ...
less ...
Published in...
All
Econometric reviews
Journal of banking & finance
NBER working paper series
693
Energy economics
646
Working paper / National Bureau of Economic Research, Inc.
646
Finance research letters
633
NBER Working Paper
595
Discussion paper series / IZA
591
Applied economics
442
International review of financial analysis
426
International review of economics & finance : IREF
388
The journal of futures markets
372
Economic modelling
364
Discussion paper / Centre for Economic Policy Research
361
Working paper
347
Journal of econometrics
325
The North American journal of economics and finance : a journal of financial economics studies
325
Economics letters
302
Applied economics letters
293
CESifo working papers
293
Research in international business and finance
290
IZA Discussion Paper
272
Journal of empirical finance
272
Applied financial economics
267
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
245
Discussion paper / Tinbergen Institute
241
Journal of international money and finance
232
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
Quantitative finance
194
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
181
Pacific-Basin finance journal
179
IMF working papers
173
Journal of economic dynamics & control
171
International Journal of Energy Economics and Policy : IJEEP
169
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
The European journal of finance
161
Labour economics : official journal of the European Association of Labour Economists
157
International journal of finance & economics : IJFE
156
Discussion papers / CEPR
153
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
492
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Why does option-implied
volatility
forecast realized
volatility
? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
Saved in:
3
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
4
Unspanned stochastic
volatility
from an empirical and practical perspective
Backwell, Alex
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012659269
Saved in:
5
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
6
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
7
Detecting political event risk in the option market
Kostakis, Alexandros
;
Mu, Liangyi
;
Otsubo, Yoichi
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248198
Saved in:
8
Fund flow-induced
volatility
and the cost of debt
Cook, Douglas O.
;
Luo, Shikong
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248201
Saved in:
9
GARCH option pricing with
volatility
derivatives
Oh, Dong Hwan
;
Park, Yang-Ho
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248216
Saved in:
10
The effect of uncertainty on stock market
volatility
and correlation
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014486544
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->